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Sourcecode: quantlib version File versions  Download package

cmscoupon.hpp File Reference

Detailed Description

CMS coupon.

Definition in file cmscoupon.hpp.

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::CmsCoupon
 CMS coupon class. More...
class  QuantLib::CmsLeg
 helper class building a sequence of capped/floored cms-rate coupons More...

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